You can import the Leads into a program and give them the same acquisition program. Or you can import into a static list in the Lead Database. I think the second suggestion might suit your needs better. What type of tag are you thinking of? What's the end goal?
And you can always choose to not sync Leads to SFDC. I have seen Leads synced in unintentional ways, but you can always create a "protection" campaign that says if any of these Leads are synced to SFDC, then remove them from SFDC.